Functional principal component analysis for global sensitivity analysis of model with spatial output

T.V.E. Perrin, O. Roustant, J. Rohmer, O. Alata, J.P. Naulin, D. Idier, R. Pedreros, D. Moncoulon and P. Tinard

Reliability Engineering and System Safety, 2021, vol. 211, issue C

Abstract: Motivated by risk assessment of coastal flooding, we consider time-consuming simulators with a spatial output. The aim is to perform sensitivity analysis (SA), quantifying the influence of input parameters on the output. There are three main issues. First, due to computational time, standard SA techniques cannot be directly applied on the simulator. Second, the output is infinite dimensional, or at least high dimensional if the output is discretized. Third, the spatial output is non-stationary and exhibits strong local variations.

Keywords: Global sensitivity analysis; Spatial data; Functional principal component analysis; Wavelet; B-splines (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:211:y:2021:i:c:s0951832021000831

DOI: 10.1016/j.ress.2021.107522

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